PREVIEW / futures_5min / 2012-03-14

all futures 5-min files

  file:    by_date/futures_5min/2012/2012-03-14.parquet
  size:    228 KB
  rows:    13,283

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2012-03-14 00:00:00	ES	Futures	1407.6	1407.6	1407.35	1407.35	192.0
2012-03-14 00:05:00	ES	Futures	1407.35	1407.35	1407.1	1407.1	269.0
2012-03-14 00:10:00	ES	Futures	1407.1	1407.35	1406.85	1406.85	125.0
2012-03-14 00:15:00	ES	Futures	1406.85	1407.1	1406.85	1407.1	92.0
2012-03-14 00:20:00	ES	Futures	1407.1	1407.1	1406.59	1406.85	712.0
2012-03-14 00:25:00	ES	Futures	1406.85	1407.1	1406.85	1406.85	12.0
2012-03-14 00:30:00	ES	Futures	1406.85	1407.1	1406.59	1406.85	139.0
2012-03-14 00:35:00	ES	Futures	1406.59	1407.1	1406.59	1406.85	182.0
2012-03-14 00:40:00	ES	Futures	1407.1	1407.35	1406.85	1407.35	116.0
2012-03-14 00:45:00	ES	Futures	1407.1	1407.35	1406.85	1406.85	87.0
2012-03-14 00:50:00	ES	Futures	1406.85	1406.85	1406.59	1406.85	116.0
2012-03-14 00:55:00	ES	Futures	1406.59	1406.85	1406.09	1406.34	602.0
2012-03-14 01:00:00	ES	Futures	1406.34	1406.59	1405.58	1405.58	740.0
2012-03-14 01:05:00	ES	Futures	1405.83	1406.34	1405.58	1406.09	338.0
2012-03-14 01:10:00	ES	Futures	1406.09	1406.09	1405.58	1405.58	241.0
2012-03-14 01:15:00	ES	Futures	1405.58	1406.09	1405.58	1405.83	93.0
2012-03-14 01:20:00	ES	Futures	1406.09	1406.59	1405.83	1406.34	293.0
2012-03-14 01:25:00	ES	Futures	1406.34	1406.34	1406.09	1406.34	119.0
2012-03-14 01:30:00	ES	Futures	1406.34	1406.59	1406.09	1406.34	273.0
2012-03-14 01:35:00	ES	Futures	1406.34	1406.34	1405.08	1405.33	764.0
2012-03-14 01:40:00	ES	Futures	1405.33	1405.33	1405.08	1405.08	361.0
2012-03-14 01:45:00	ES	Futures	1405.33	1405.33	1404.57	1404.82	338.0
2012-03-14 01:50:00	ES	Futures	1404.82	1405.08	1404.57	1404.57	245.0
2012-03-14 01:55:00	ES	Futures	1404.57	1404.82	1404.06	1404.06	1320.0
2012-03-14 02:00:00	ES	Futures	1404.32	1404.57	1403.56	1404.06	1502.0
2012-03-14 02:05:00	ES	Futures	1404.32	1404.82	1404.06	1404.82	433.0
2012-03-14 02:10:00	ES	Futures	1404.57	1404.82	1403.81	1403.81	654.0
2012-03-14 02:15:00	ES	Futures	1404.06	1404.06	1403.3	1403.81	1214.0
2012-03-14 02:20:00	ES	Futures	1404.06	1405.08	1403.81	1404.57	797.0
2012-03-14 02:25:00	ES	Futures	1404.57	1404.57	1404.32	1404.32	250.0
2012-03-14 02:30:00	ES	Futures	1404.57	1405.08	1404.57	1404.57	331.0
2012-03-14 02:35:00	ES	Futures	1404.57	1404.57	1404.06	1404.32	295.0
2012-03-14 02:40:00	ES	Futures	1404.32	1405.08	1404.32	1404.82	573.0
2012-03-14 02:45:00	ES	Futures	1405.08	1405.08	1404.32	1404.57	457.0
2012-03-14 02:50:00	ES	Futures	1404.57	1405.08	1404.32	1404.57	687.0
2012-03-14 02:55:00	ES	Futures	1404.82	1405.08	1404.57	1405.08	271.0
2012-03-14 03:00:00	ES	Futures	1404.82	1405.33	1404.82	1405.33	734.0
2012-03-14 03:05:00	ES	Futures	1405.08	1405.83	1404.82	1405.58	791.0
2012-03-14 03:10:00	ES	Futures	1405.58	1406.59	1405.58	1406.34	1162.0
2012-03-14 03:15:00	ES	Futures	1406.34	1406.59	1406.09	1406.09	718.0
2012-03-14 03:20:00	ES	Futures	1405.83	1406.09	1405.58	1405.58	211.0
2012-03-14 03:25:00	ES	Futures	1405.58	1405.83	1405.33	1405.83	575.0
2012-03-14 03:30:00	ES	Futures	1405.58	1405.58	1405.33	1405.58	669.0
2012-03-14 03:35:00	ES	Futures	1405.58	1405.83	1404.82	1405.08	795.0
2012-03-14 03:40:00	ES	Futures	1405.08	1406.34	1404.82	1406.34	1074.0
2012-03-14 03:45:00	ES	Futures	1406.34	1406.59	1406.09	1406.59	583.0
2012-03-14 03:50:00	ES	Futures	1406.59	1406.59	1405.83	1406.09	854.0
2012-03-14 03:55:00	ES	Futures	1406.09	1406.59	1405.83	1406.34	514.0
2012-03-14 04:00:00	ES	Futures	1406.59	1406.59	1404.82	1405.83	3634.0
2012-03-14 04:05:00	ES	Futures	1405.83	1406.34	1405.33	1405.83	5013.0

> showing 50 of 13,283 rows — these rows as CSV

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